Spectral methods in spatial statistics

DOI10.1155/2014/380392MaRDI QIDQ2321387zbMATH OpenOpenAlexWikidataFDO

Authors Kun Chen, Lianmin Zhang, Maolin Pan

Publication date 23 August 2019

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/380392

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Inference from spatial processes (62M30)

Review text

Summary: When the spatial location area increases becoming extremely large, it is very difficult, if not possible, to evaluate the covariance matrix determined by the set of location distance even for gridded stationary Gaussian process. To alleviate the numerical challenges, we construct a nonparametric estimator called periodogram of spatial version to represent the sample property in frequency domain, because periodogram requires less computational operation by fast Fourier transform algorithm. Under some regularity conditions on the process, we investigate the asymptotic unbiasedness property of periodogram as estimator of the spectral density function and achieve the convergence rate.

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• Spectral methods for nonstationary spatial processes
• Exploring spectral density estimation for spatial linear process with mixing innovations
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• A general frequency domain method for assessing spatial covariance structures
• Fixed-Domain Asymptotics for Spatial Periodograms

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Cited in

(13)

• Statistical inference for spatial statistics defined in the Fourier domain
• Nonparametric spectral methods for multivariate spatial and spatial-temporal data
• Best lag window for spectrum estimation of law order MA process
• Fixed-Domain Asymptotics for Spatial Periodograms
• A spectral method for spatial downscaling
• On the second order properties of the multidimensional periodogram for regularly spaced data
• scientific article; zbMATH DE number 4072201 (Why is no real title available?)
• Spectral methods for nonstationary spatial processes
• Spectral density estimation for random fields via periodic embeddings
• Semiparametric Estimation of Spectral Density With Irregular Observations
• Fast adaptive Fourier integration for spectral densities of Gaussian processes
• Properties of spatial cross-periodograms using fixed-domain asymptotics
• Spatial dependence estimation using FFT of biased covariances

Describes a project that uses

Uses Software

• spatial

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